+87.3%
JNJ vs MPC
+177.6%
-90.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | +5.4% | -2.8% | +2.6% |
| 30D | +7.4% | +31.0% | -23.6% | +6.8% |
| 3M | +21.2% | +46.0% | -24.8% | +20.2% |
| 6M | +13.4% | +77.3% | -63.9% | +11.9% |
| YTD | +35.1% | +141.9% | -106.8% | +31.8% |
| 1Y | +57.4% | +120.9% | -63.5% | +54.0% |
| All | +87.3% | +177.6% | -90.3% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling